Showing 1 - 4 of 4
Enhanced-index-funds have attracted considerable attention from investors over the last decade, which aims at outperforming a benchmark index while maintaining a similar risk level. In this paper, we investigate an enhanced indexation methodology using Conditional Value-at-Risk (CVaR). In...
Persistent link: https://www.econbiz.de/10013239814
Persistent link: https://www.econbiz.de/10012415134
Persistent link: https://www.econbiz.de/10014326308
Persistent link: https://www.econbiz.de/10014307930